-17.2%
TTWO vs APA
+107.6%
-124.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -6.9% | +14.0% | +6.5% |
| 7D | +7.0% | -13.0% | +19.9% | +5.8% |
| 30D | +2.7% | +2.0% | +0.7% | +2.6% |
| 3M | -13.0% | +24.9% | -37.9% | -12.2% |
| 6M | -7.2% | +7.2% | -14.4% | -6.8% |
| YTD | -18.4% | +87.1% | -105.5% | -15.7% |
| 1Y | -17.2% | +107.2% | -124.4% | -14.4% |
| All | -17.2% | +107.6% | -124.9% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling